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The matrix nearness problem for symmetric matrices associated with the matrix equation [ATXA, BTXB] = [C, D]

✍ Scribed by An-ping Liao; Yuan Lei; Shi-fang Yuan


Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
203 KB
Volume
418
Category
Article
ISSN
0024-3795

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✦ Synopsis


A direct method, based on the projection theorem in inner products spaces, the generalized singular value decomposition and the canonical correlation decomposition, is presented for finding the optimal approximate solution X in the set S E to a given matrix X, where S E denotes the least-squares symmetric solution set of the matrix equation

The analytical expression of the optimal approximate solution X is obtained, and an algorithm for finding this solution is also suggested.


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